Elsevier B.V. / Wilson / The APX Group / Cox / BBC / /
Continent
Europe / /
Country
Netherlands / Sweden / Belgium / Russia / United Kingdom / Ukraine / / /
Facility
University College London / Stable Spike / /
IndustryTerm
long-run energy prices / energy spot prices / retail activities / electricity prices / pre-privatisation electricity industry / gas price processes / ln electricity / gas-fired power plant / wholesale gas market / neural networks / observed energy prices / natural gas spot prices / natural gas / energy projects / correlated electricity / electricity sector / electricity sectors / energy prices / oil / reformed electricity markets / electricity price / energy markets / deterministic valuation tools / gas-fired power plants / electricity / gas day / wholesale and retail prices / high electricity price spikes / gas price / observed electricity / electricity spot prices / gas supply / gas spot prices / separate electricity / natural gas price / energy investments / hourly electricity spot prices / gas prices / gas exchanges / performed using UK electricity / /
Organization
Stockholm University / Central Electricity Generating Board / UK Department of Computer and Systems Sciences / University College London / London / Department of Statistical Science / /
Person
Afzal Siddiqui / Eq / / /
Position
Corresponding author / stochastic volatility model / representative / /
Product
Hamilton / RPD / /
PublishedMedium
Energy Economics / /
Technology
Hamilton-filter algorithm / using Hamilton-switching-regime algorithm / Simulation / /
Valuing a gas-fired power plant: A comparison of ordinary linear models, regime-switching approaches, and models with stochastic volatility